AMDUF vs. MRK

Last updated Aug 1, 2026

AMDUF (Amundi SA) and MRK (Merck & Co., Inc.) are both stocks. AMDUF operates in Asset Management (Financial Services), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, AMDUF returned 4.93%/yr vs 14.64%/yr for MRK. Their 0.02 correlation means their historical movements had little consistent relationship.

Performance

AMDUF vs. MRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi SA (AMDUF) and Merck & Co., Inc. (MRK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMDUF achieves a 30.93% return, which is significantly higher than MRK's 25.51% return.

AMDUF

• 1D: -4.57%
• 1M: 26.70%
• 6M: 26.70%
• YTD: 30.93%
• 1Y: 31.02%
• 3Y*: 20.61%
• 5Y*: 4.93%
• 10Y*: —
• ALL TIME*: 9.20%

MRK

• 1D: 0.32%
• 1M: 0.49%
• 6M: 19.80%
• YTD: 25.51%
• 1Y: 69.70%
• 3Y*: 10.70%
• 5Y*: 14.64%
• 10Y*: 12.26%
• ALL TIME*: 12.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AMDUF Amundi SA	$3.87K	$1.85K	$691.23
MRK Merck & Co., Inc.	$997.19M	$1.08B	$1.21B

AMDUF vs. MRK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AMDUF Amundi SA	30.93%	25.73%	19.31%	-4.64%	-32.67%	0.84%	37.54%
MRK Merck & Co., Inc.	25.51%	9.79%	-6.26%	1.01%	49.42%	1.75%	26.06%

Correlation

The correlation between AMDUF and MRK is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.01
Correlation (3Y) Balances recent behavior with more history.	0.01
Correlation (5Y) Shows whether the relationship held over a longer period.	0.03
Correlation (All Time) Calculated using the full available price history since Mar 24, 2020	0.02

Fundamentals

Market Cap AMDUF : $16.88B MRK : $321.62B
EPS AMDUF : €15.01 MRK : $3.59
PE Ratio AMDUF : 6.13 MRK : 36.23
PEG Ratio AMDUF : 1.26 MRK : 0.03
PS Ratio AMDUF : 1.78 MRK : 4.93
PB Ratio AMDUF : 1.39 MRK : 7.02
Total Revenue (TTM) AMDUF : €9.84B MRK : $65.59B
Gross Profit (TTM) AMDUF : €6.86B MRK : $49.79B
EBITDA (TTM) AMDUF : €2.97B MRK : $22.69B

Return for Risk

AMDUF vs. MRK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMDUF

AMDUF Risk / Return Rank: 94
AMDUF Sharpe Ratio Rank: 75
AMDUF Sortino Ratio Rank: 99
AMDUF Omega Ratio Rank: 100
AMDUF Calmar Ratio Rank: 97
AMDUF Martin Ratio Rank: 100

MRK

MRK Risk / Return Rank: 96
MRK Sharpe Ratio Rank: 96
MRK Sortino Ratio Rank: 96
MRK Omega Ratio Rank: 94
MRK Calmar Ratio Rank: 97
MRK Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMDUF vs. MRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi SA (AMDUF) and Merck & Co., Inc. (MRK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AMDUF	MRK	Difference
Sharpe ratio: Return per unit of total volatility	0.94	2.64	-1.70
Sortino ratio: Return per unit of downside risk	6.97	3.72	+3.25
Omega ratio: Gain probability vs. loss probability	7.91	1.44	+6.47
Calmar ratio: Return relative to maximum drawdown	6.91	6.39	+0.52
Martin ratio: Return relative to average drawdown	108.83	16.11	+92.72

AMDUF vs. MRK - Sharpe Ratio Comparison

The current AMDUF Sharpe Ratio is 0.94, which is lower than the MRK Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of AMDUF and MRK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMDUF vs. MRK - Drawdown Comparison

The maximum AMDUF drawdown since its inception was -53.45%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for AMDUF and MRK.

Drawdown Indicators

	AMDUF	MRK	Difference
Max Drawdown Largest peak-to-trough decline	-53.45%	-68.61%	+15.16%
Max Drawdown (1Y) Largest decline over 1 year	-4.57%	-11.37%	+6.80%
Max Drawdown (3Y) Largest decline over 3 years	-15.11%	-43.44%	+28.33%
Max Drawdown (5Y) Largest decline over 5 years	-53.45%	-43.44%	-10.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-43.44%	—
Current Drawdown Current decline from peak	-4.57%	-1.23%	-3.34%
Average Drawdown Average peak-to-trough decline	-19.35%	-18.79%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.29%	4.50%	-4.21%

Volatility

AMDUF vs. MRK - Volatility Comparison

Amundi SA (AMDUF) has a higher volatility of 28.96% compared to Merck & Co., Inc. (MRK) at 8.23%. This indicates that AMDUF's price experiences larger fluctuations and is considered to be riskier than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMDUF	MRK	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.96%	8.23%	+20.73%
Volatility (6M) Calculated over the trailing 6-month period	28.77%	19.68%	+9.09%
Volatility (1Y) Calculated over the trailing 1-year period	33.46%	27.87%	+5.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.25%	24.10%	+8.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.12%	23.13%	+7.99%

Dividends

AMDUF vs. MRK - Dividend Comparison

AMDUF has not paid dividends to shareholders, while MRK's dividend yield for the trailing twelve months is around 2.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMDUF Amundi SA	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MRK Merck & Co., Inc.	2.58%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%

Financials

Frequently Asked Questions

Can I hold both AMDUF and MRK in my portfolio?

AMDUF and MRK have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMDUF or MRK?

AMDUF has higher volatility (28.96%) compared to MRK (8.23%). In terms of maximum drawdown, AMDUF dropped -53.45% vs MRK's -68.61%.

Which has better risk-adjusted returns?

MRK currently has the higher Sharpe Ratio (2.64 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.